you can see one in the windmill screenshot. That pretty much confirms theyre in.
It seems highly unlikely to include horses but not be able to ride them. It is not the bethesda way.
But the horse was just sitting there doing nothing. They could easily take it out. There were things in the Oblivion trailer that didn't make it into the final product. Bethesda said they really wanted to do horses right since games like RDR and others have done so well with horses and they want to live up to the standard.
If they do make it into the game, then yes, offer the option to rename your horse. I'd say let us name our weapons and armor too, if we want to.